+435.6%
SITM vs SOXQ
+279.9%
+155.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +5.6% |
| 7D | +4.8% | +2.3% | +2.5% | +1.5% |
| 30D | -9.7% | -3.9% | -5.8% | -4.3% |
| 3M | -9.3% | -4.7% | -4.6% | -3.2% |
| 6M | +69.5% | +47.9% | +21.6% | -2.7% |
| YTD | +70.5% | +64.3% | +6.2% | -15.7% |
| 1Y | +145.3% | +95.7% | +49.5% | -5.7% |
| 3Y | +432.8% | +231.5% | +201.3% | -3.2% |
| 5Y | +174.0% | +255.0% | -81.0% | -46.7% |
| All | +435.6% | +279.9% | +155.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling